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Interval Estimation research benchmarks · SOTA2 Research

Interval Estimation

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Simulated p=300 (test)

0.863PCC

9

Feb 26, 2026

Simulated p=100 (test)

0.874PCC

9

Feb 26, 2026

Simulated p=50 (test)

0.937PCC

9

Feb 26, 2026

S&P 500 returns (rolling evaluation horizon)

97.5Coverage

3

Mar 4, 2026

Unemployment rate rolling evaluation horizon

98.06Coverage

3

Mar 4, 2026

Real GDP rolling evaluation horizon

91.67Coverage

3

Mar 4, 2026

Popular datasets

Simulated S&P 500 Unemployment rate Real GDP

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